+4,468.1%
CB vs PEGA
+1,076.4%
+3,391.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +2.6% | -1.6% | +4.2% | +2.7% |
| 30D | +11.2% | -3.0% | +14.2% | +11.4% |
| 3M | +5.7% | +5.8% | -0.1% | +5.1% |
| 6M | +15.9% | -8.8% | +24.7% | +16.2% |
| YTD | +20.2% | -43.5% | +63.7% | +24.2% |
| 1Y | +32.4% | -43.4% | +75.8% | +36.8% |
| 3Y | +75.5% | +48.6% | +26.9% | +64.9% |
| 5Y | +105.5% | -43.3% | +148.8% | +103.7% |
| 10Y | +258.5% | +109.7% | +148.8% | +220.1% |
| All | +4,468.1% | +1,076.4% | +3,391.7% | +3,198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling